scientific article

zbMATH Open0535.60034MaRDI QIDQ3319498

Edit Huhn

Publication date: 1983

Title of this publication is not available (Why is that?)

zbMATH Keywords

filter equationsasymptotic behaviour of the error of prediction

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (7)

Characterization of Exponential Divergence of the Kalman Filter for Time-Varying Systems ⋮ When long memory meets the Kalman filter: a comparative study ⋮ Asymptotic expansions of Kalman systems ⋮ Asymptotic distribution theory for the kalman filter state estimator ⋮ Continuous‐time Kalman filtering on the orthogonal group O(n) ⋮ On the Optimality of Linear Signaling to Deceive Kalman Filters over Finite/Infinite Horizons ⋮ Comments on ‘Frequency domain properties of Kalman filters’

Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Optimal estimation of perturbations in Kalman filters 👍 👎
• Kalman filtering on approximate state-space models 👍 👎
• A matrix theoretic derivation of the Kalman filter 👍 👎
• On the convergence of the unscented Kalman filter 👍 👎
• The Kalman filter on stochastic time scales 👍 👎
• On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs 👍 👎
• Asymptotic distribution theory for the kalman filter state estimator 👍 👎

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3319498)